I run various Windows Executable using Wine and X11 under OS X without the need to run a Windows Virtual Machine, see image below, however not all Windows Executable can be run in this manner. I do this with several small Windows programs I need access to regularly and want to do it without having to use a Virtual Machine, even though I do also run VM's as well. If this is not a option for you then if you want to do it on a Mac you'll need to purchase a copy of Windows. Another option is to download a trial version of Windows from Microsoft.